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zgerfs.f
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1 *> \brief \b ZGERFS
2 *
3 * =========== DOCUMENTATION ===========
4 *
5 * Online html documentation available at
6 * http://www.netlib.org/lapack/explore-html/
7 *
8 *> \htmlonly
9 *> Download ZGERFS + dependencies
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11 *> [TGZ]</a>
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13 *> [ZIP]</a>
14 *> <a href="http://www.netlib.org/cgi-bin/netlibfiles.txt?format=txt&filename=/lapack/lapack_routine/zgerfs.f">
15 *> [TXT]</a>
16 *> \endhtmlonly
17 *
18 * Definition:
19 * ===========
20 *
21 * SUBROUTINE ZGERFS( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB,
22 * X, LDX, FERR, BERR, WORK, RWORK, INFO )
23 *
24 * .. Scalar Arguments ..
25 * CHARACTER TRANS
26 * INTEGER INFO, LDA, LDAF, LDB, LDX, N, NRHS
27 * ..
28 * .. Array Arguments ..
29 * INTEGER IPIV( * )
30 * DOUBLE PRECISION BERR( * ), FERR( * ), RWORK( * )
31 * COMPLEX*16 A( LDA, * ), AF( LDAF, * ), B( LDB, * ),
32 * $ WORK( * ), X( LDX, * )
33 * ..
34 *
35 *
36 *> \par Purpose:
37 * =============
38 *>
39 *> \verbatim
40 *>
41 *> ZGERFS improves the computed solution to a system of linear
42 *> equations and provides error bounds and backward error estimates for
43 *> the solution.
44 *> \endverbatim
45 *
46 * Arguments:
47 * ==========
48 *
49 *> \param[in] TRANS
50 *> \verbatim
51 *> TRANS is CHARACTER*1
52 *> Specifies the form of the system of equations:
53 *> = 'N': A * X = B (No transpose)
54 *> = 'T': A**T * X = B (Transpose)
55 *> = 'C': A**H * X = B (Conjugate transpose)
56 *> \endverbatim
57 *>
58 *> \param[in] N
59 *> \verbatim
60 *> N is INTEGER
61 *> The order of the matrix A. N >= 0.
62 *> \endverbatim
63 *>
64 *> \param[in] NRHS
65 *> \verbatim
66 *> NRHS is INTEGER
67 *> The number of right hand sides, i.e., the number of columns
68 *> of the matrices B and X. NRHS >= 0.
69 *> \endverbatim
70 *>
71 *> \param[in] A
72 *> \verbatim
73 *> A is COMPLEX*16 array, dimension (LDA,N)
74 *> The original N-by-N matrix A.
75 *> \endverbatim
76 *>
77 *> \param[in] LDA
78 *> \verbatim
79 *> LDA is INTEGER
80 *> The leading dimension of the array A. LDA >= max(1,N).
81 *> \endverbatim
82 *>
83 *> \param[in] AF
84 *> \verbatim
85 *> AF is COMPLEX*16 array, dimension (LDAF,N)
86 *> The factors L and U from the factorization A = P*L*U
87 *> as computed by ZGETRF.
88 *> \endverbatim
89 *>
90 *> \param[in] LDAF
91 *> \verbatim
92 *> LDAF is INTEGER
93 *> The leading dimension of the array AF. LDAF >= max(1,N).
94 *> \endverbatim
95 *>
96 *> \param[in] IPIV
97 *> \verbatim
98 *> IPIV is INTEGER array, dimension (N)
99 *> The pivot indices from ZGETRF; for 1<=i<=N, row i of the
100 *> matrix was interchanged with row IPIV(i).
101 *> \endverbatim
102 *>
103 *> \param[in] B
104 *> \verbatim
105 *> B is COMPLEX*16 array, dimension (LDB,NRHS)
106 *> The right hand side matrix B.
107 *> \endverbatim
108 *>
109 *> \param[in] LDB
110 *> \verbatim
111 *> LDB is INTEGER
112 *> The leading dimension of the array B. LDB >= max(1,N).
113 *> \endverbatim
114 *>
115 *> \param[in,out] X
116 *> \verbatim
117 *> X is COMPLEX*16 array, dimension (LDX,NRHS)
118 *> On entry, the solution matrix X, as computed by ZGETRS.
119 *> On exit, the improved solution matrix X.
120 *> \endverbatim
121 *>
122 *> \param[in] LDX
123 *> \verbatim
124 *> LDX is INTEGER
125 *> The leading dimension of the array X. LDX >= max(1,N).
126 *> \endverbatim
127 *>
128 *> \param[out] FERR
129 *> \verbatim
130 *> FERR is DOUBLE PRECISION array, dimension (NRHS)
131 *> The estimated forward error bound for each solution vector
132 *> X(j) (the j-th column of the solution matrix X).
133 *> If XTRUE is the true solution corresponding to X(j), FERR(j)
134 *> is an estimated upper bound for the magnitude of the largest
135 *> element in (X(j) - XTRUE) divided by the magnitude of the
136 *> largest element in X(j). The estimate is as reliable as
137 *> the estimate for RCOND, and is almost always a slight
138 *> overestimate of the true error.
139 *> \endverbatim
140 *>
141 *> \param[out] BERR
142 *> \verbatim
143 *> BERR is DOUBLE PRECISION array, dimension (NRHS)
144 *> The componentwise relative backward error of each solution
145 *> vector X(j) (i.e., the smallest relative change in
146 *> any element of A or B that makes X(j) an exact solution).
147 *> \endverbatim
148 *>
149 *> \param[out] WORK
150 *> \verbatim
151 *> WORK is COMPLEX*16 array, dimension (2*N)
152 *> \endverbatim
153 *>
154 *> \param[out] RWORK
155 *> \verbatim
156 *> RWORK is DOUBLE PRECISION array, dimension (N)
157 *> \endverbatim
158 *>
159 *> \param[out] INFO
160 *> \verbatim
161 *> INFO is INTEGER
162 *> = 0: successful exit
163 *> < 0: if INFO = -i, the i-th argument had an illegal value
164 *> \endverbatim
165 *
166 *> \par Internal Parameters:
167 * =========================
168 *>
169 *> \verbatim
170 *> ITMAX is the maximum number of steps of iterative refinement.
171 *> \endverbatim
172 *
173 * Authors:
174 * ========
175 *
176 *> \author Univ. of Tennessee
177 *> \author Univ. of California Berkeley
178 *> \author Univ. of Colorado Denver
179 *> \author NAG Ltd.
180 *
181 *> \date November 2011
182 *
183 *> \ingroup complex16GEcomputational
184 *
185 * =====================================================================
186  SUBROUTINE zgerfs( TRANS, N, NRHS, A, LDA, AF, LDAF, IPIV, B, LDB,
187  $ x, ldx, ferr, berr, work, rwork, info )
188 *
189 * -- LAPACK computational routine (version 3.4.0) --
190 * -- LAPACK is a software package provided by Univ. of Tennessee, --
191 * -- Univ. of California Berkeley, Univ. of Colorado Denver and NAG Ltd..--
192 * November 2011
193 *
194 * .. Scalar Arguments ..
195  CHARACTER trans
196  INTEGER info, lda, ldaf, ldb, ldx, n, nrhs
197 * ..
198 * .. Array Arguments ..
199  INTEGER ipiv( * )
200  DOUBLE PRECISION berr( * ), ferr( * ), rwork( * )
201  COMPLEX*16 a( lda, * ), af( ldaf, * ), b( ldb, * ),
202  $ work( * ), x( ldx, * )
203 * ..
204 *
205 * =====================================================================
206 *
207 * .. Parameters ..
208  INTEGER itmax
209  parameter( itmax = 5 )
210  DOUBLE PRECISION zero
211  parameter( zero = 0.0d+0 )
212  COMPLEX*16 one
213  parameter( one = ( 1.0d+0, 0.0d+0 ) )
214  DOUBLE PRECISION two
215  parameter( two = 2.0d+0 )
216  DOUBLE PRECISION three
217  parameter( three = 3.0d+0 )
218 * ..
219 * .. Local Scalars ..
220  LOGICAL notran
221  CHARACTER transn, transt
222  INTEGER count, i, j, k, kase, nz
223  DOUBLE PRECISION eps, lstres, s, safe1, safe2, safmin, xk
224  COMPLEX*16 zdum
225 * ..
226 * .. Local Arrays ..
227  INTEGER isave( 3 )
228 * ..
229 * .. External Functions ..
230  LOGICAL lsame
231  DOUBLE PRECISION dlamch
232  EXTERNAL lsame, dlamch
233 * ..
234 * .. External Subroutines ..
235  EXTERNAL xerbla, zaxpy, zcopy, zgemv, zgetrs, zlacn2
236 * ..
237 * .. Intrinsic Functions ..
238  INTRINSIC abs, dble, dimag, max
239 * ..
240 * .. Statement Functions ..
241  DOUBLE PRECISION cabs1
242 * ..
243 * .. Statement Function definitions ..
244  cabs1( zdum ) = abs( dble( zdum ) ) + abs( dimag( zdum ) )
245 * ..
246 * .. Executable Statements ..
247 *
248 * Test the input parameters.
249 *
250  info = 0
251  notran = lsame( trans, 'N' )
252  IF( .NOT.notran .AND. .NOT.lsame( trans, 'T' ) .AND. .NOT.
253  $ lsame( trans, 'C' ) ) THEN
254  info = -1
255  ELSE IF( n.LT.0 ) THEN
256  info = -2
257  ELSE IF( nrhs.LT.0 ) THEN
258  info = -3
259  ELSE IF( lda.LT.max( 1, n ) ) THEN
260  info = -5
261  ELSE IF( ldaf.LT.max( 1, n ) ) THEN
262  info = -7
263  ELSE IF( ldb.LT.max( 1, n ) ) THEN
264  info = -10
265  ELSE IF( ldx.LT.max( 1, n ) ) THEN
266  info = -12
267  END IF
268  IF( info.NE.0 ) THEN
269  CALL xerbla( 'ZGERFS', -info )
270  RETURN
271  END IF
272 *
273 * Quick return if possible
274 *
275  IF( n.EQ.0 .OR. nrhs.EQ.0 ) THEN
276  DO 10 j = 1, nrhs
277  ferr( j ) = zero
278  berr( j ) = zero
279  10 CONTINUE
280  RETURN
281  END IF
282 *
283  IF( notran ) THEN
284  transn = 'N'
285  transt = 'C'
286  ELSE
287  transn = 'C'
288  transt = 'N'
289  END IF
290 *
291 * NZ = maximum number of nonzero elements in each row of A, plus 1
292 *
293  nz = n + 1
294  eps = dlamch( 'Epsilon' )
295  safmin = dlamch( 'Safe minimum' )
296  safe1 = nz*safmin
297  safe2 = safe1 / eps
298 *
299 * Do for each right hand side
300 *
301  DO 140 j = 1, nrhs
302 *
303  count = 1
304  lstres = three
305  20 CONTINUE
306 *
307 * Loop until stopping criterion is satisfied.
308 *
309 * Compute residual R = B - op(A) * X,
310 * where op(A) = A, A**T, or A**H, depending on TRANS.
311 *
312  CALL zcopy( n, b( 1, j ), 1, work, 1 )
313  CALL zgemv( trans, n, n, -one, a, lda, x( 1, j ), 1, one, work,
314  $ 1 )
315 *
316 * Compute componentwise relative backward error from formula
317 *
318 * max(i) ( abs(R(i)) / ( abs(op(A))*abs(X) + abs(B) )(i) )
319 *
320 * where abs(Z) is the componentwise absolute value of the matrix
321 * or vector Z. If the i-th component of the denominator is less
322 * than SAFE2, then SAFE1 is added to the i-th components of the
323 * numerator and denominator before dividing.
324 *
325  DO 30 i = 1, n
326  rwork( i ) = cabs1( b( i, j ) )
327  30 CONTINUE
328 *
329 * Compute abs(op(A))*abs(X) + abs(B).
330 *
331  IF( notran ) THEN
332  DO 50 k = 1, n
333  xk = cabs1( x( k, j ) )
334  DO 40 i = 1, n
335  rwork( i ) = rwork( i ) + cabs1( a( i, k ) )*xk
336  40 CONTINUE
337  50 CONTINUE
338  ELSE
339  DO 70 k = 1, n
340  s = zero
341  DO 60 i = 1, n
342  s = s + cabs1( a( i, k ) )*cabs1( x( i, j ) )
343  60 CONTINUE
344  rwork( k ) = rwork( k ) + s
345  70 CONTINUE
346  END IF
347  s = zero
348  DO 80 i = 1, n
349  IF( rwork( i ).GT.safe2 ) THEN
350  s = max( s, cabs1( work( i ) ) / rwork( i ) )
351  ELSE
352  s = max( s, ( cabs1( work( i ) )+safe1 ) /
353  $ ( rwork( i )+safe1 ) )
354  END IF
355  80 CONTINUE
356  berr( j ) = s
357 *
358 * Test stopping criterion. Continue iterating if
359 * 1) The residual BERR(J) is larger than machine epsilon, and
360 * 2) BERR(J) decreased by at least a factor of 2 during the
361 * last iteration, and
362 * 3) At most ITMAX iterations tried.
363 *
364  IF( berr( j ).GT.eps .AND. two*berr( j ).LE.lstres .AND.
365  $ count.LE.itmax ) THEN
366 *
367 * Update solution and try again.
368 *
369  CALL zgetrs( trans, n, 1, af, ldaf, ipiv, work, n, info )
370  CALL zaxpy( n, one, work, 1, x( 1, j ), 1 )
371  lstres = berr( j )
372  count = count + 1
373  go to 20
374  END IF
375 *
376 * Bound error from formula
377 *
378 * norm(X - XTRUE) / norm(X) .le. FERR =
379 * norm( abs(inv(op(A)))*
380 * ( abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) ))) / norm(X)
381 *
382 * where
383 * norm(Z) is the magnitude of the largest component of Z
384 * inv(op(A)) is the inverse of op(A)
385 * abs(Z) is the componentwise absolute value of the matrix or
386 * vector Z
387 * NZ is the maximum number of nonzeros in any row of A, plus 1
388 * EPS is machine epsilon
389 *
390 * The i-th component of abs(R)+NZ*EPS*(abs(op(A))*abs(X)+abs(B))
391 * is incremented by SAFE1 if the i-th component of
392 * abs(op(A))*abs(X) + abs(B) is less than SAFE2.
393 *
394 * Use ZLACN2 to estimate the infinity-norm of the matrix
395 * inv(op(A)) * diag(W),
396 * where W = abs(R) + NZ*EPS*( abs(op(A))*abs(X)+abs(B) )))
397 *
398  DO 90 i = 1, n
399  IF( rwork( i ).GT.safe2 ) THEN
400  rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i )
401  ELSE
402  rwork( i ) = cabs1( work( i ) ) + nz*eps*rwork( i ) +
403  $ safe1
404  END IF
405  90 CONTINUE
406 *
407  kase = 0
408  100 CONTINUE
409  CALL zlacn2( n, work( n+1 ), work, ferr( j ), kase, isave )
410  IF( kase.NE.0 ) THEN
411  IF( kase.EQ.1 ) THEN
412 *
413 * Multiply by diag(W)*inv(op(A)**H).
414 *
415  CALL zgetrs( transt, n, 1, af, ldaf, ipiv, work, n,
416  $ info )
417  DO 110 i = 1, n
418  work( i ) = rwork( i )*work( i )
419  110 CONTINUE
420  ELSE
421 *
422 * Multiply by inv(op(A))*diag(W).
423 *
424  DO 120 i = 1, n
425  work( i ) = rwork( i )*work( i )
426  120 CONTINUE
427  CALL zgetrs( transn, n, 1, af, ldaf, ipiv, work, n,
428  $ info )
429  END IF
430  go to 100
431  END IF
432 *
433 * Normalize error.
434 *
435  lstres = zero
436  DO 130 i = 1, n
437  lstres = max( lstres, cabs1( x( i, j ) ) )
438  130 CONTINUE
439  IF( lstres.NE.zero )
440  $ ferr( j ) = ferr( j ) / lstres
441 *
442  140 CONTINUE
443 *
444  RETURN
445 *
446 * End of ZGERFS
447 *
448  END